+130.2%
GOOGL vs FLNC
-71.1%
+201.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +0.9% |
| 7D | -2.8% | -5.0% | +2.2% | -2.5% |
| 30D | -3.2% | -26.1% | +22.9% | -0.9% |
| 3M | -6.6% | -55.2% | +48.6% | -0.9% |
| 6M | +8.5% | -42.6% | +51.1% | +10.0% |
| YTD | +6.5% | -51.0% | +57.5% | +8.0% |
| 1Y | +39.4% | +43.3% | -3.9% | +24.7% |
| 3Y | +146.2% | -63.4% | +209.6% | +132.5% |
| All | +130.2% | -71.1% | +201.3% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling